Have you been clearing your whole history at once or deleting www.armorgames.com from your history? Maybe you can make it more clearer if you tell us your browser version and how much memory is being saved at cache.armorgames.com. Try right-clicking on the game window and click "Settings..." Then click the tap with a picture of the folder and it will tell you how much memory your storing and how much it can store for the max. Try adjusting the slide bar higher.
Enable cookies and set browser to not automatically delete them. Set the browser stop auto deletion of history and cache. Do not mess with the files. (unlikely, unless you do a bit of snooping, since they are hidden by default) Make sure that Flash Player has enough storage space.
If you are using different computers, well then that is an entirely different story.